topic Re: Proc ARIMA output the outliers dates in a dataset in SAS Programming

Proc ARIMA output the outliers dates in a dataset

harmonic — Mon, 03 Jun 2024 14:02:07 GMT

Hello Community,

I am dealing with Proc ARIMA for outliers detection, I would like to output the dataset with the outliers dates by a variable:


/*-- Outlier Detection --*/
proc arima data=CASUSER.ds out=ds_outliers;
  	identify var=dk  noprint;
	by region;
	estimate method=ml;
	outlier id=date;
run;

This is the output for a single region, I would like to flag the outliers in my original dataset. I checked and with out= option the is just statistics of the model.

Re: Proc ARIMA output the outliers dates in a dataset

PaigeMiller — Mon, 03 Jun 2024 14:11:03 GMT

Any SAS output (like the output table) can be output to a data set via ODS OUTPUT, you can see all the table names for PROC ARIMA here (and similarly for any PROC by looking for Details/Table Names) and you want the table OUTLIERDETAILS

So you want

proc arima data=CASUSER.ds out=ds_outliers;
    ods output outlierdetails=outlierdetails;
  	identify var=dk  noprint;
	by region;
	estimate method=ml;
	outlier id=date;
run;